+39.0%
DVN vs VICR
+76.0%
-37.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -11.1% | +3.8% | -7.8% |
| 7D | -13.9% | -26.6% | +12.6% | -15.2% |
| 30D | -8.0% | -47.9% | +39.9% | -10.9% |
| 3M | +0.8% | -29.8% | +30.6% | -0.1% |
| 6M | -12.8% | -36.6% | +23.9% | -12.8% |
| YTD | +22.7% | +45.1% | -22.4% | +25.8% |
| 1Y | +39.0% | +80.0% | -41.0% | +40.7% |
| All | +39.0% | +76.0% | -37.0% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling